Kmenta J. Elements of Econometrics

University of Michigan Press, 1997. — 810 p. — ISBN 0472108867, 9780472108862Basic Statistical Theory
Introduction to Statistical Inference
Experimental Derivation of Sampling Distributions
Probability and Probability Distributions
Theoretical Derivation of Sampling Distributions
Tests of Hypotheses
Estimation
Simple Regression
Violations of Basic Assumptions
Estimation with Deficient Data
Multiple Regression
Formulation and Estimation of Special Models
Generalized Linear Regression Model and Its Applications
Simultaneous Equation Systems